On Sat, 7 Aug 2010, Artur T. wrote: > I am wondered that it is not possible to access the beta matrix of a > restricted VECM. The same holds for the short-run coefficients in this case. > I expected to obtain the respective values after estimating the > restricted model by > > $jvbeta > $coeff > Use the --full option with restrict if you want the restricted model to replace the original. See section 22.6 of the Gretl User's Guide. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

On Sat, 7 Aug 2010, Artur T. wrote: > Thank you for the answer. With the --full option it works fine. > > But, you didn't give an answer on the question whether it it possible to > access the t-stat or std. error of the short-run dynamics, yet? The > accessor $test gives only one value and no matrix output. > Use $stderr, as usual for models. $test never gives matrix output; it's just the value of the last test statistic (LR, F, chi^2 or whatever) generated by "omit", "add", "restrict" or other such commands. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users